CBOE Volatility Index


Trading Metrics calculated at close of trading on 20-Dec-2023
Day Change Summary
Previous Current
19-Dec-2023 20-Dec-2023 Change Change % Previous Week
Open 12.60 12.63 0.03 0.2% 13.05
High 12.60 13.93 1.33 10.6% 13.14
Low 12.33 12.29 -0.04 -0.3% 11.81
Close 12.53 13.67 1.14 9.1% 12.28
Range 0.27 1.64 1.37 507.4% 1.33
ATR 0.82 0.88 0.06 7.2% 0.00
Volume
Daily Pivots for day following 20-Dec-2023
Classic Woodie Camarilla DeMark
R4 18.22 17.58 14.57
R3 16.58 15.94 14.12
R2 14.94 14.94 13.97
R1 14.30 14.30 13.82 14.62
PP 13.30 13.30 13.30 13.46
S1 12.66 12.66 13.52 12.98
S2 11.66 11.66 13.37
S3 10.02 11.02 13.22
S4 8.38 9.38 12.77
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 16.40 15.67 13.01
R3 15.07 14.34 12.65
R2 13.74 13.74 12.52
R1 13.01 13.01 12.40 12.71
PP 12.41 12.41 12.41 12.26
S1 11.68 11.68 12.16 11.38
S2 11.08 11.08 12.04
S3 9.75 10.35 11.91
S4 8.42 9.02 11.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13.93 11.84 2.09 15.3% 0.72 5.2% 88% True False
10 13.93 11.81 2.12 15.5% 0.69 5.0% 88% True False
20 14.06 11.81 2.25 16.5% 0.70 5.1% 83% False False
40 22.07 11.81 10.26 75.1% 0.94 6.9% 18% False False
60 23.08 11.81 11.27 82.4% 1.36 10.0% 17% False False
80 23.08 11.81 11.27 82.4% 1.31 9.6% 17% False False
100 23.08 11.81 11.27 82.4% 1.37 10.0% 17% False False
120 23.08 11.81 11.27 82.4% 1.29 9.4% 17% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 20.90
2.618 18.22
1.618 16.58
1.000 15.57
0.618 14.94
HIGH 13.93
0.618 13.30
0.500 13.11
0.382 12.92
LOW 12.29
0.618 11.28
1.000 10.65
1.618 9.64
2.618 8.00
4.250 5.32
Fisher Pivots for day following 20-Dec-2023
Pivot 1 day 3 day
R1 13.48 13.48
PP 13.30 13.30
S1 13.11 13.11

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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